Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.566 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47841.87 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46446.92 Kr¶

PnL: ---------------------------------------> -441.65 Kr¶

DD now: ---------------------------------> -1.62 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 10:00:12.311955'

Anic Portfolio¶

Today¶

Return: -0.148 %¶

This Week¶

Return: -0.148 %¶

Total¶

Return: 56.622 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 2.310000 3218.800000 247.800000 8.340000 2971.000006
HEBA B 70 2.540000 2824.500000 188.500000 7.150000 2636.000010
Boozt 12 1.710000 1714.800000 60.800000 3.680000 1653.999996
Corem Property Group B 59 2.690000 630.120000 53.120000 9.210000 576.999999
AcadeMedia 12 1.840000 604.200000 47.200000 8.470000 557.000004
MedCap 2 3.820000 462.000000 41.000000 9.740000 421.000000
Samhällsbyggnadsbo. i Norden B 20 2.050000 388.400000 33.400000 9.410000 355.000000
Resurs Holding 22 0.480000 603.900000 29.900000 5.210000 573.999998
OEM International B 7 1.790000 555.800000 27.800000 5.270000 527.999997
HMS Networks 2 1.640000 696.000000 23.000000 3.420000 673.000000
Intrum 4 2.350000 548.600000 21.600000 4.100000 527.000000
SAAB B 8 -1.350000 3393.600000 16.600000 0.490000 3377.000000
Coor Service Management Hold. 8 2.390000 548.000000 16.000000 3.010000 532.000000
Eastnine 4 -0.470000 506.400000 15.400000 3.140000 491.000000
Norva24 Group 16 -1.660000 550.720000 7.720000 1.420000 543.000000
Fastighetsbolag. Emilshus Pref 21 -0.370000 564.900000 2.900000 0.520000 562.000005
CTEK 13 1.300000 536.900000 2.900000 0.540000 533.999999
Karnov Group 9 -0.500000 538.200000 2.200000 0.410000 536.000004
Creaspac SPAC 6 0.210000 579.000000 2.000000 0.350000 577.000002
Swedbank A 3 -0.320000 565.500000 1.500000 0.270000 564.000000
Essity B 2 -0.970000 571.800000 -2.200000 -0.380000 574.000000
Handelsbanken A 5 -0.140000 543.250000 -2.750000 -0.500000 546.000000
Samhällsbyggnadsbo. i Norden D 12 0.800000 242.880000 -3.120000 -1.270000 246.000000
Securitas B 6 0.360000 566.040000 -3.960000 -0.690000 570.000000
Essity A 4 -0.520000 1144.000000 -5.000000 -0.440000 1149.000000
Nordea Bank Abp 29 -0.020000 3448.100000 -5.900000 -0.170000 3453.999992
Midsona B 63 3.040000 577.080000 -5.920000 -1.020000 582.999984
Sampo Oyj SDB 7 0.000000 3843.000000 -7.000000 -0.180000 3850.000000
FM Mattsson Mora Group B 50 -2.690000 2895.000000 -32.000000 -1.090000 2927.000000
International Petroleum Corp. 5 2.650000 562.500000 -32.070000 -5.390000 594.565215
Vivesto 1368 -2.060000 545.010000 -67.990000 -11.090000 612.999432
Axfood 13 0.430000 3676.400000 -79.600000 -2.120000 3756.000001
OX2 18 0.250000 1452.600000 -211.400000 -12.700000 1663.999992
Fasadgruppen Group 35 0.400000 3500.000000 -311.000000 -8.160000 3810.999990
Ovzon 52 1.080000 2912.000000 -450.000000 -13.380000 3361.999992
TOTAL 46510.000000 -378.570000 -1.49073% 46888.564618

Updated:¶

'2023-01-23 09:59:25.016664'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶